Trading Metrics calculated at close of trading on 11-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2017 |
11-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
13,144.0 |
13,191.0 |
47.0 |
0.4% |
13,012.5 |
High |
13,244.0 |
13,204.5 |
-39.5 |
-0.3% |
13,244.0 |
Low |
13,136.5 |
13,111.5 |
-25.0 |
-0.2% |
12,860.5 |
Close |
13,166.0 |
13,121.5 |
-44.5 |
-0.3% |
13,166.0 |
Range |
107.5 |
93.0 |
-14.5 |
-13.5% |
383.5 |
ATR |
165.3 |
160.2 |
-5.2 |
-3.1% |
0.0 |
Volume |
97,044 |
97,044 |
0 |
0.0% |
482,023 |
|
Daily Pivots for day following 11-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,424.8 |
13,366.2 |
13,172.7 |
|
R3 |
13,331.8 |
13,273.2 |
13,147.1 |
|
R2 |
13,238.8 |
13,238.8 |
13,138.6 |
|
R1 |
13,180.2 |
13,180.2 |
13,130.0 |
13,163.0 |
PP |
13,145.8 |
13,145.8 |
13,145.8 |
13,137.3 |
S1 |
13,087.2 |
13,087.2 |
13,113.0 |
13,070.0 |
S2 |
13,052.8 |
13,052.8 |
13,104.5 |
|
S3 |
12,959.8 |
12,994.2 |
13,095.9 |
|
S4 |
12,866.8 |
12,901.2 |
13,070.4 |
|
|
Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,240.7 |
14,086.8 |
13,376.9 |
|
R3 |
13,857.2 |
13,703.3 |
13,271.5 |
|
R2 |
13,473.7 |
13,473.7 |
13,236.3 |
|
R1 |
13,319.8 |
13,319.8 |
13,201.2 |
13,396.8 |
PP |
13,090.2 |
13,090.2 |
13,090.2 |
13,128.6 |
S1 |
12,936.3 |
12,936.3 |
13,130.8 |
13,013.3 |
S2 |
12,706.7 |
12,706.7 |
13,095.7 |
|
S3 |
12,323.2 |
12,552.8 |
13,060.5 |
|
S4 |
11,939.7 |
12,169.3 |
12,955.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,244.0 |
12,860.5 |
383.5 |
2.9% |
127.1 |
1.0% |
68% |
False |
False |
97,128 |
10 |
13,244.0 |
12,806.0 |
438.0 |
3.3% |
154.5 |
1.2% |
72% |
False |
False |
105,720 |
20 |
13,244.0 |
12,806.0 |
438.0 |
3.3% |
161.2 |
1.2% |
72% |
False |
False |
99,003 |
40 |
13,533.0 |
12,806.0 |
727.0 |
5.5% |
134.7 |
1.0% |
43% |
False |
False |
88,159 |
60 |
13,533.0 |
12,504.0 |
1,029.0 |
7.8% |
113.8 |
0.9% |
60% |
False |
False |
77,247 |
80 |
13,533.0 |
11,865.0 |
1,668.0 |
12.7% |
112.5 |
0.9% |
75% |
False |
False |
62,346 |
100 |
13,533.0 |
11,865.0 |
1,668.0 |
12.7% |
114.8 |
0.9% |
75% |
False |
False |
49,942 |
120 |
13,533.0 |
11,865.0 |
1,668.0 |
12.7% |
115.3 |
0.9% |
75% |
False |
False |
41,653 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,599.8 |
2.618 |
13,448.0 |
1.618 |
13,355.0 |
1.000 |
13,297.5 |
0.618 |
13,262.0 |
HIGH |
13,204.5 |
0.618 |
13,169.0 |
0.500 |
13,158.0 |
0.382 |
13,147.0 |
LOW |
13,111.5 |
0.618 |
13,054.0 |
1.000 |
13,018.5 |
1.618 |
12,961.0 |
2.618 |
12,868.0 |
4.250 |
12,716.3 |
|
|
Fisher Pivots for day following 11-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
13,158.0 |
13,119.3 |
PP |
13,145.8 |
13,117.0 |
S1 |
13,133.7 |
13,114.8 |
|